Dataset statistics
| Number of variables | 11 |
|---|---|
| Number of observations | 672 |
| Missing cells | 215 |
| Missing cells (%) | 2.9% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 57.9 KiB |
| Average record size in memory | 88.2 B |
Variable types
| NUM | 9 |
|---|---|
| CAT | 2 |
Current Account Balance has 31 (4.6%) missing values | Missing |
Public debt has 21 (3.1%) missing values | Missing |
sovereign yields has 30 (4.5%) missing values | Missing |
GDP Growth has 23 (3.4%) missing values | Missing |
VIX Index has 12 (1.8%) missing values | Missing |
Public Deficit has 24 (3.6%) missing values | Missing |
Unemployment Rate has 14 (2.1%) missing values | Missing |
Credit To Private Sector has 60 (8.9%) missing values | Missing |
quarter is uniformly distributed | Uniform |
country is uniformly distributed | Uniform |
Reproduction
| Analysis started | 2020-11-24 07:59:59.530995 |
|---|---|
| Analysis finished | 2020-11-24 08:00:13.415920 |
| Duration | 13.88 seconds |
| Software version | pandas-profiling v2.9.0 |
| Download configuration | config.yaml |
year
Real number (ℝ≥0)
| Distinct | 14 |
|---|---|
| Distinct (%) | 2.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 2006.5 |
|---|---|
| Minimum | 2000 |
| Maximum | 2013 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 5.2 KiB |
Quantile statistics
| Minimum | 2000 |
|---|---|
| 5-th percentile | 2000 |
| Q1 | 2003 |
| median | 2006.5 |
| Q3 | 2010 |
| 95-th percentile | 2013 |
| Maximum | 2013 |
| Range | 13 |
| Interquartile range (IQR) | 7 |
Descriptive statistics
| Standard deviation | 4.034131578 |
|---|---|
| Coefficient of variation (CV) | 0.002010531561 |
| Kurtosis | -1.212394406 |
| Mean | 2006.5 |
| Median Absolute Deviation (MAD) | 3.5 |
| Skewness | 0 |
| Sum | 1348368 |
| Variance | 16.27421759 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=14)
| Value | Count | Frequency (%) | |
| 2013 | 48 | 7.1% | |
| 2012 | 48 | 7.1% | |
| 2011 | 48 | 7.1% | |
| 2010 | 48 | 7.1% | |
| 2009 | 48 | 7.1% | |
| 2008 | 48 | 7.1% | |
| 2007 | 48 | 7.1% | |
| 2006 | 48 | 7.1% | |
| 2005 | 48 | 7.1% | |
| 2004 | 48 | 7.1% | |
| Other values (4) | 192 | 28.6% |
| Value | Count | Frequency (%) | |
| 2000 | 48 | 7.1% | |
| 2001 | 48 | 7.1% | |
| 2002 | 48 | 7.1% | |
| 2003 | 48 | 7.1% | |
| 2004 | 48 | 7.1% |
| Value | Count | Frequency (%) | |
| 2013 | 48 | 7.1% | |
| 2012 | 48 | 7.1% | |
| 2011 | 48 | 7.1% | |
| 2010 | 48 | 7.1% | |
| 2009 | 48 | 7.1% |
| Distinct | 4 |
|---|---|
| Distinct (%) | 0.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 5.2 KiB |
| 4 | |
|---|---|
| 3 | |
| 2 | |
| 1 |
| Value | Count | Frequency (%) | |
| 4 | 168 | 25.0% | |
| 3 | 168 | 25.0% | |
| 2 | 168 | 25.0% | |
| 1 | 168 | 25.0% |
Frequencies of value counts
Unique
| Unique | 0 ? |
|---|---|
| Unique (%) | 0.0% |
Histogram of lengths of the category
Length
| Max length | 1 |
|---|---|
| Median length | 1 |
| Mean length | 1 |
| Min length | 1 |
| Distinct | 12 |
|---|---|
| Distinct (%) | 1.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 5.2 KiB |
| Finland | |
|---|---|
| Belgium | |
| Greece | |
| Spain | |
| Italy | |
| Other values (7) |
| Value | Count | Frequency (%) | |
| Finland | 56 | 8.3% | |
| Belgium | 56 | 8.3% | |
| Greece | 56 | 8.3% | |
| Spain | 56 | 8.3% | |
| Italy | 56 | 8.3% | |
| Netherlands | 56 | 8.3% | |
| France | 56 | 8.3% | |
| Luxembourg | 56 | 8.3% | |
| Germany | 56 | 8.3% | |
| Austria | 56 | 8.3% | |
| Other values (2) | 112 | 16.7% |
Frequencies of value counts
Unique
| Unique | 0 ? |
|---|---|
| Unique (%) | 0.0% |
Histogram of lengths of the category
Length
| Max length | 11 |
|---|---|
| Median length | 7 |
| Mean length | 7.166666667 |
| Min length | 5 |
| Distinct | 640 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 31 |
| Missing (%) | 4.6% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.009767260062 |
|---|---|
| Minimum | -16.39411 |
| Maximum | 17.80625 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 5.2 KiB |
Quantile statistics
| Minimum | -16.39411 |
|---|---|
| 5-th percentile | -10.80689 |
| Q1 | -3.43053 |
| median | -0.05751 |
| Q3 | 4.138015 |
| 95-th percentile | 9.451803 |
| Maximum | 17.80625 |
| Range | 34.20036 |
| Interquartile range (IQR) | 7.568545 |
Descriptive statistics
| Standard deviation | 6.136273915 |
|---|---|
| Coefficient of variation (CV) | 628.2492609 |
| Kurtosis | 0.01997580974 |
| Mean | 0.009767260062 |
| Median Absolute Deviation (MAD) | 3.827609 |
| Skewness | -0.05346822329 |
| Sum | 6.2608137 |
| Variance | 37.65385756 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 2.5 | 2 | 0.3% | |
| -1.234332 | 1 | 0.1% | |
| 6.844073 | 1 | 0.1% | |
| -10.2 | 1 | 0.1% | |
| 1.89193 | 1 | 0.1% | |
| 1.64203 | 1 | 0.1% | |
| 6.460021 | 1 | 0.1% | |
| 4.319137 | 1 | 0.1% | |
| 3.3 | 1 | 0.1% | |
| 16.78679 | 1 | 0.1% | |
| Other values (630) | 630 | 93.8% | |
| (Missing) | 31 | 4.6% |
| Value | Count | Frequency (%) | |
| -16.39411 | 1 | 0.1% | |
| -16.05002 | 1 | 0.1% | |
| -15.4 | 1 | 0.1% | |
| -15.24969 | 1 | 0.1% | |
| -14.54305 | 1 | 0.1% |
| Value | Count | Frequency (%) | |
| 17.80625 | 1 | 0.1% | |
| 17.40836 | 1 | 0.1% | |
| 16.78679 | 1 | 0.1% | |
| 16.6659 | 1 | 0.1% | |
| 16.32911 | 1 | 0.1% |
| Distinct | 482 |
|---|---|
| Distinct (%) | 74.0% |
| Missing | 21 |
| Missing (%) | 3.1% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.7022105991 |
|---|---|
| Minimum | 0.055 |
| Maximum | 1.7503 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 5.2 KiB |
Quantile statistics
| Minimum | 0.055 |
|---|---|
| 5-th percentile | 0.0715 |
| Q1 | 0.491 |
| median | 0.663 |
| Q3 | 0.9855 |
| 95-th percentile | 1.213 |
| Maximum | 1.7503 |
| Range | 1.6953 |
| Interquartile range (IQR) | 0.4945 |
Descriptive statistics
| Standard deviation | 0.3274936551 |
|---|---|
| Coefficient of variation (CV) | 0.4663752662 |
| Kurtosis | -0.02399620642 |
| Mean | 0.7022105991 |
| Median Absolute Deviation (MAD) | 0.22 |
| Skewness | 0.2456493039 |
| Sum | 457.1391 |
| Variance | 0.1072520941 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 1.034 | 7 | 1.0% | |
| 0.663 | 5 | 0.7% | |
| 0.061 | 5 | 0.7% | |
| 0.06 | 5 | 0.7% | |
| 0.66 | 4 | 0.6% | |
| 1.077 | 4 | 0.6% | |
| 0.668 | 4 | 0.6% | |
| 0.575 | 4 | 0.6% | |
| 0.662 | 4 | 0.6% | |
| 0.063 | 4 | 0.6% | |
| Other values (472) | 605 | 90.0% | |
| (Missing) | 21 | 3.1% |
| Value | Count | Frequency (%) | |
| 0.055 | 2 | 0.3% | |
| 0.056 | 1 | 0.1% | |
| 0.057 | 2 | 0.3% | |
| 0.059 | 2 | 0.3% | |
| 0.06 | 5 | 0.7% |
| Value | Count | Frequency (%) | |
| 1.7503 | 1 | 0.1% | |
| 1.7265 | 1 | 0.1% | |
| 1.7203 | 1 | 0.1% | |
| 1.6741 | 1 | 0.1% | |
| 1.6402 | 1 | 0.1% |
| Distinct | 575 |
|---|---|
| Distinct (%) | 89.6% |
| Missing | 30 |
| Missing (%) | 4.5% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 4.505939252 |
|---|---|
| Minimum | 1.34 |
| Maximum | 25.4 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 5.2 KiB |
Quantile statistics
| Minimum | 1.34 |
|---|---|
| 5-th percentile | 2.2615 |
| Q1 | 3.63825 |
| median | 4.2115 |
| Q3 | 4.9625 |
| 95-th percentile | 6.16715 |
| Maximum | 25.4 |
| Range | 24.06 |
| Interquartile range (IQR) | 1.32425 |
Descriptive statistics
| Standard deviation | 2.211515751 |
|---|---|
| Coefficient of variation (CV) | 0.49080017 |
| Kurtosis | 38.14778138 |
| Mean | 4.505939252 |
| Median Absolute Deviation (MAD) | 0.648 |
| Skewness | 5.153862714 |
| Sum | 2892.813 |
| Variance | 4.890801917 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 4.125 | 3 | 0.4% | |
| 3.05 | 3 | 0.4% | |
| 4.348 | 3 | 0.4% | |
| 4.18 | 3 | 0.4% | |
| 3.963 | 3 | 0.4% | |
| 4.21 | 3 | 0.4% | |
| 3.398 | 2 | 0.3% | |
| 4.114 | 2 | 0.3% | |
| 4.069 | 2 | 0.3% | |
| 4.134 | 2 | 0.3% | |
| Other values (565) | 616 | 91.7% | |
| (Missing) | 30 | 4.5% |
| Value | Count | Frequency (%) | |
| 1.34 | 1 | 0.1% | |
| 1.36 | 1 | 0.1% | |
| 1.37 | 1 | 0.1% | |
| 1.42 | 1 | 0.1% | |
| 1.47 | 1 | 0.1% |
| Value | Count | Frequency (%) | |
| 25.4 | 1 | 0.1% | |
| 24.74 | 1 | 0.1% | |
| 23.69 | 1 | 0.1% | |
| 19.03 | 1 | 0.1% | |
| 16.61 | 1 | 0.1% |
| Distinct | 622 |
|---|---|
| Distinct (%) | 95.8% |
| Missing | 23 |
| Missing (%) | 3.4% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.606223219 |
|---|---|
| Minimum | -8.227 |
| Maximum | 10.062 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 5.2 KiB |
Quantile statistics
| Minimum | -8.227 |
|---|---|
| 5-th percentile | -2.9712 |
| Q1 | 0.12 |
| median | 1.511 |
| Q3 | 3.518 |
| 95-th percentile | 5.3508 |
| Maximum | 10.062 |
| Range | 18.289 |
| Interquartile range (IQR) | 3.398 |
Descriptive statistics
| Standard deviation | 2.614801556 |
|---|---|
| Coefficient of variation (CV) | 1.627919162 |
| Kurtosis | 0.9582746093 |
| Mean | 1.606223219 |
| Median Absolute Deviation (MAD) | 1.619 |
| Skewness | -0.2629142953 |
| Sum | 1042.438869 |
| Variance | 6.837187179 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 1.44 | 4 | 0.6% | |
| 0.99 | 3 | 0.4% | |
| 2.486 | 2 | 0.3% | |
| 0.936 | 2 | 0.3% | |
| -0.49 | 2 | 0.3% | |
| 3.077 | 2 | 0.3% | |
| 3.016 | 2 | 0.3% | |
| 0.209 | 2 | 0.3% | |
| -0.15 | 2 | 0.3% | |
| -0.33 | 2 | 0.3% | |
| Other values (612) | 626 | 93.2% | |
| (Missing) | 23 | 3.4% |
| Value | Count | Frequency (%) | |
| -8.227 | 1 | 0.1% | |
| -6.995 | 1 | 0.1% | |
| -6.888 | 1 | 0.1% | |
| -6.73 | 1 | 0.1% | |
| -5.941 | 1 | 0.1% |
| Value | Count | Frequency (%) | |
| 10.062 | 1 | 0.1% | |
| 10.02 | 1 | 0.1% | |
| 9.772 | 1 | 0.1% | |
| 9.298 | 1 | 0.1% | |
| 8.921 | 1 | 0.1% |
| Distinct | 55 |
|---|---|
| Distinct (%) | 8.3% |
| Missing | 12 |
| Missing (%) | 1.8% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 22.47619908 |
|---|---|
| Minimum | 11.40828125 |
| Maximum | 62.54369231 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 5.2 KiB |
Quantile statistics
| Minimum | 11.40828125 |
|---|---|
| 5-th percentile | 12.71242424 |
| Q1 | 16.09276923 |
| median | 21.15888889 |
| Q3 | 26.5959375 |
| 95-th percentile | 36.36454545 |
| Maximum | 62.54369231 |
| Range | 51.13541106 |
| Interquartile range (IQR) | 10.50316827 |
Descriptive statistics
| Standard deviation | 8.793544995 |
|---|---|
| Coefficient of variation (CV) | 0.391238081 |
| Kurtosis | 6.394061394 |
| Mean | 22.47619908 |
| Median Absolute Deviation (MAD) | 5.10888889 |
| Skewness | 2.016035645 |
| Sum | 14834.29139 |
| Variance | 77.32643359 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 17.21015625 | 24 | 3.6% | |
| 16.05 | 12 | 1.8% | |
| 14.00307692 | 12 | 1.8% | |
| 26.5959375 | 12 | 1.8% | |
| 28.35 | 12 | 1.8% | |
| 21.9 | 12 | 1.8% | |
| 28.78430769 | 12 | 1.8% | |
| 26.8153125 | 12 | 1.8% | |
| 13.99318182 | 12 | 1.8% | |
| 24.70092308 | 12 | 1.8% | |
| Other values (45) | 528 | 78.6% |
| Value | Count | Frequency (%) | |
| 11.40828125 | 12 | 1.8% | |
| 12.42876923 | 12 | 1.8% | |
| 12.71242424 | 12 | 1.8% | |
| 13.13777778 | 12 | 1.8% | |
| 13.1653125 | 12 | 1.8% |
| Value | Count | Frequency (%) | |
| 62.54369231 | 12 | 1.8% | |
| 46.07409091 | 12 | 1.8% | |
| 36.36454545 | 12 | 1.8% | |
| 34.33333333 | 12 | 1.8% | |
| 33.1 | 2 | 0.3% |
| Distinct | 497 |
|---|---|
| Distinct (%) | 76.7% |
| Missing | 24 |
| Missing (%) | 3.6% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -2.110648148 |
|---|---|
| Minimum | -95.36 |
| Maximum | 9.04 |
| Zeros | 2 |
| Zeros (%) | 0.3% |
| Memory size | 5.2 KiB |
Quantile statistics
| Minimum | -95.36 |
|---|---|
| 5-th percentile | -9.9925 |
| Q1 | -4.3275 |
| median | -1.795 |
| Q3 | 0.705 |
| 95-th percentile | 5.08 |
| Maximum | 9.04 |
| Range | 104.4 |
| Interquartile range (IQR) | 5.0325 |
Descriptive statistics
| Standard deviation | 5.814405062 |
|---|---|
| Coefficient of variation (CV) | -2.754795993 |
| Kurtosis | 101.5944814 |
| Mean | -2.110648148 |
| Median Absolute Deviation (MAD) | 2.52 |
| Skewness | -6.584144346 |
| Sum | -1367.7 |
| Variance | 33.80730623 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 0.13 | 4 | 0.6% | |
| -4.66 | 4 | 0.6% | |
| 0.45 | 4 | 0.6% | |
| -4.64 | 3 | 0.4% | |
| -3.89 | 3 | 0.4% | |
| -0.53 | 3 | 0.4% | |
| -0.64 | 3 | 0.4% | |
| 0.29 | 3 | 0.4% | |
| 4.55 | 3 | 0.4% | |
| -2.75 | 3 | 0.4% | |
| Other values (487) | 615 | 91.5% | |
| (Missing) | 24 | 3.6% |
| Value | Count | Frequency (%) | |
| -95.36 | 1 | 0.1% | |
| -19.77 | 1 | 0.1% | |
| -19.65 | 1 | 0.1% | |
| -16.83 | 1 | 0.1% | |
| -16.3 | 1 | 0.1% |
| Value | Count | Frequency (%) | |
| 9.04 | 1 | 0.1% | |
| 8.69 | 1 | 0.1% | |
| 8.48 | 1 | 0.1% | |
| 7.93 | 1 | 0.1% | |
| 7.92 | 1 | 0.1% |
| Distinct | 145 |
|---|---|
| Distinct (%) | 22.0% |
| Missing | 14 |
| Missing (%) | 2.1% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 8.393525836 |
|---|---|
| Minimum | 1.8 |
| Maximum | 27.4 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 5.2 KiB |
Quantile statistics
| Minimum | 1.8 |
|---|---|
| 5-th percentile | 3.3 |
| Q1 | 5.625 |
| median | 8 |
| Q3 | 9.8 |
| 95-th percentile | 15.49 |
| Maximum | 27.4 |
| Range | 25.6 |
| Interquartile range (IQR) | 4.175 |
Descriptive statistics
| Standard deviation | 4.087027743 |
|---|---|
| Coefficient of variation (CV) | 0.4869262122 |
| Kurtosis | 5.498488961 |
| Mean | 8.393525836 |
| Median Absolute Deviation (MAD) | 2 |
| Skewness | 1.86207248 |
| Sum | 5522.94 |
| Variance | 16.70379577 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 7.7 | 19 | 2.8% | |
| 8.7 | 18 | 2.7% | |
| 8.1 | 18 | 2.7% | |
| 4.6 | 16 | 2.4% | |
| 7.9 | 16 | 2.4% | |
| 8.5 | 15 | 2.2% | |
| 8.4 | 14 | 2.1% | |
| 8.3 | 14 | 2.1% | |
| 4.7 | 13 | 1.9% | |
| 7.2 | 13 | 1.9% | |
| Other values (135) | 502 | 74.7% | |
| (Missing) | 14 | 2.1% |
| Value | Count | Frequency (%) | |
| 1.8 | 1 | 0.1% | |
| 1.9 | 2 | 0.3% | |
| 2 | 3 | 0.4% | |
| 2.1 | 1 | 0.1% | |
| 2.2 | 3 | 0.4% |
| Value | Count | Frequency (%) | |
| 27.4 | 1 | 0.1% | |
| 26.6 | 2 | 0.3% | |
| 26.4 | 2 | 0.3% | |
| 26.1 | 2 | 0.3% | |
| 25.02 | 1 | 0.1% |
| Distinct | 611 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 60 |
| Missing (%) | 8.9% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 708.3429167 |
|---|---|
| Minimum | 16.17 |
| Maximum | 2725.6 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 5.2 KiB |
Quantile statistics
| Minimum | 16.17 |
|---|---|
| 5-th percentile | 35.7865 |
| Q1 | 172.2405 |
| median | 262.993 |
| Q3 | 1157.34275 |
| 95-th percentile | 2504.735 |
| Maximum | 2725.6 |
| Range | 2709.43 |
| Interquartile range (IQR) | 985.10225 |
Descriptive statistics
| Standard deviation | 787.2255127 |
|---|---|
| Coefficient of variation (CV) | 1.111362158 |
| Kurtosis | 0.3458136313 |
| Mean | 708.3429167 |
| Median Absolute Deviation (MAD) | 198.739 |
| Skewness | 1.267162906 |
| Sum | 433505.865 |
| Variance | 619724.0079 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 2491.9 | 2 | 0.3% | |
| 108.354 | 1 | 0.1% | |
| 57.503 | 1 | 0.1% | |
| 162.728 | 1 | 0.1% | |
| 197.62 | 1 | 0.1% | |
| 252.494 | 1 | 0.1% | |
| 636.689 | 1 | 0.1% | |
| 182.501 | 1 | 0.1% | |
| 269.76 | 1 | 0.1% | |
| 1177.475 | 1 | 0.1% | |
| Other values (601) | 601 | 89.4% | |
| (Missing) | 60 | 8.9% |
| Value | Count | Frequency (%) | |
| 16.17 | 1 | 0.1% | |
| 16.74 | 1 | 0.1% | |
| 16.86 | 1 | 0.1% | |
| 16.98 | 1 | 0.1% | |
| 17.16 | 1 | 0.1% |
| Value | Count | Frequency (%) | |
| 2725.6 | 1 | 0.1% | |
| 2722.7 | 1 | 0.1% | |
| 2720.6 | 1 | 0.1% | |
| 2716.4 | 1 | 0.1% | |
| 2713.5 | 1 | 0.1% |
Pearson's r
The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.
Spearman's ρ
The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.
Kendall's τ
Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.
Phik (φk)
Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.Cramér's V (φc)
Cramér's V is an association measure for nominal random variables. The coefficient ranges from 0 to 1, with 0 indicating independence and 1 indicating perfect association. The empirical estimators used for Cramér's V have been proved to be biased, even for large samples. We use a bias-corrected measure that has been proposed by Bergsma in 2013 that can be found here.First rows
| year | quarter | country | Current Account Balance | Public debt | sovereign yields | GDP Growth | VIX Index | Public Deficit | Unemployment Rate | Credit To Private Sector | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 2000 | 1 | Austria | -0.842349 | 0.704 | 5.685 | 3.521 | 23.981562 | -2.16 | 8.2 | 174.30 |
| 1 | 2000 | 2 | Austria | -0.668119 | 0.708 | 5.537 | 3.675 | 25.908906 | -2.11 | 8.0 | 177.85 |
| 2 | 2000 | 3 | Austria | -0.702135 | 0.713 | 5.578 | 3.739 | 19.634062 | -1.83 | 7.9 | 185.06 |
| 3 | 2000 | 4 | Austria | -0.669169 | 0.662 | 5.389 | 3.651 | 26.815313 | -1.31 | 7.8 | 187.33 |
| 4 | 2001 | 1 | Austria | -1.939536 | 0.694 | 5.087 | 2.890 | 26.595938 | -0.60 | 7.7 | 186.46 |
| 5 | 2001 | 2 | Austria | -1.569105 | 0.700 | 5.330 | 2.035 | 24.700923 | 0.00 | 7.7 | 190.73 |
| 6 | 2001 | 3 | Austria | 0.217592 | 0.697 | 5.133 | 1.204 | 26.611846 | 0.11 | 7.9 | 192.45 |
| 7 | 2001 | 4 | Austria | 0.218635 | 0.668 | 4.815 | 0.520 | 28.784308 | -0.27 | 8.1 | 194.40 |
| 8 | 2002 | 1 | Austria | 2.337973 | 0.710 | 5.172 | 0.646 | 22.150484 | -0.64 | 8.3 | 194.15 |
| 9 | 2002 | 2 | Austria | 2.108809 | 0.700 | 5.333 | 0.941 | 22.336154 | -0.81 | 8.5 | 195.35 |
Last rows
| year | quarter | country | Current Account Balance | Public debt | sovereign yields | GDP Growth | VIX Index | Public Deficit | Unemployment Rate | Credit To Private Sector | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 662 | 2011 | 3 | Finland | -0.49853 | 0.4720 | 2.73 | 3.110000 | 32.237727 | -0.53 | 6.9 | 173.091 |
| 663 | 2011 | 4 | Finland | -5.12018 | 0.5798 | 2.52 | 0.990000 | 28.350000 | -0.92 | 7.0 | 175.401 |
| 664 | 2012 | 1 | Finland | -1.69615 | 0.5761 | 2.31 | 1.440000 | 20.000000 | -0.96 | 8.1 | 177.510 |
| 665 | 2012 | 2 | Finland | -0.88669 | 0.5737 | 1.91 | -0.150000 | 21.900000 | -0.72 | 8.8 | 180.925 |
| 666 | 2012 | 3 | Finland | -0.98288 | 0.5727 | 1.64 | -1.080000 | 16.050000 | -0.67 | 7.2 | 182.501 |
| 667 | 2012 | 4 | Finland | -4.22256 | 0.5300 | 1.68 | -0.853199 | 18.300000 | -2.34 | 7.9 | 182.824 |
| 668 | 2013 | 1 | Finland | -2.06522 | 0.5385 | 1.72 | -0.169577 | 17.700000 | -3.11 | 8.1 | NaN |
| 669 | 2013 | 2 | Finland | -1.72673 | 0.5423 | 1.66 | 0.065918 | 15.750000 | -2.00 | 8.1 | NaN |
| 670 | 2013 | 3 | Finland | -1.43470 | 0.5453 | NaN | -0.038005 | 18.450000 | -2.05 | 8.1 | NaN |
| 671 | 2013 | 4 | Finland | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN |